Fast linear iterations for distributed averaging
We consider the problem of finding a linear iteration that yields distributed averaging
consensus over a network, ie, that asymptotically computes the average of some initial …
consensus over a network, ie, that asymptotically computes the average of some initial …
A coherent Ising machine for 2000-node optimization problems
The analysis and optimization of complex systems can be reduced to mathematical
problems collectively known as combinatorial optimization. Many such problems can be …
problems collectively known as combinatorial optimization. Many such problems can be …
SDPT3—a MATLAB software package for semidefinite programming, version 1.3
This software package is a MATLAB implementation of infeasible path-following algorithms
for solving standard semidefinite programs (SDP). Mehrotra-type predictor-corrector variants …
for solving standard semidefinite programs (SDP). Mehrotra-type predictor-corrector variants …
[BOOK][B] Nonlinear optimization
A Ruszczynski - 2011 - books.google.com
Optimization is one of the most important areas of modern applied mathematics, with
applications in fields from engineering and economics to finance, statistics, management …
applications in fields from engineering and economics to finance, statistics, management …
A feasible method for optimization with orthogonality constraints
Minimization with orthogonality constraints (eg, X^ ⊤ X= I) and/or spherical constraints (eg,
‖ x ‖ _2= 1) has wide applications in polynomial optimization, combinatorial optimization …
‖ x ‖ _2= 1) has wide applications in polynomial optimization, combinatorial optimization …
A direct formulation for sparse PCA using semidefinite programming
We examine the problem of approximating, in the Frobenius-norm sense, a positive,
semidefinite symmetric matrix by a rank-one matrix, with an upper bound on the cardinality …
semidefinite symmetric matrix by a rank-one matrix, with an upper bound on the cardinality …
A nonlinear programming algorithm for solving semidefinite programs via low-rank factorization
In this paper, we present a nonlinear programming algorithm for solving semidefinite
programs (SDPs) in standard form. The algorithm's distinguishing feature is a change of …
programs (SDPs) in standard form. The algorithm's distinguishing feature is a change of …
Fastest mixing Markov chain on a graph
We consider a symmetric random walk on a connected graph, where each edge is labeled
with the probability of transition between the two adjacent vertices. The associated Markov …
with the probability of transition between the two adjacent vertices. The associated Markov …
Enabling certification of verification-agnostic networks via memory-efficient semidefinite programming
Convex relaxations have emerged as a promising approach for verifying properties of neural
networks, but widely used using Linear Programming (LP) relaxations only provide …
networks, but widely used using Linear Programming (LP) relaxations only provide …
A faster cutting plane method and its implications for combinatorial and convex optimization
In this paper we improve upon the running time for finding a point in a convex set given a
separation oracle. In particular, given a separation oracle for a convex set K⊂ R n that is …
separation oracle. In particular, given a separation oracle for a convex set K⊂ R n that is …